Trading Metrics calculated at close of trading on 05-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
5,355.0 |
5,365.0 |
10.0 |
0.2% |
5,299.0 |
High |
5,383.0 |
5,400.0 |
17.0 |
0.3% |
5,400.0 |
Low |
5,338.0 |
5,310.0 |
-28.0 |
-0.5% |
5,209.0 |
Close |
5,372.0 |
5,333.0 |
-39.0 |
-0.7% |
5,333.0 |
Range |
45.0 |
90.0 |
45.0 |
100.0% |
191.0 |
ATR |
63.5 |
65.4 |
1.9 |
3.0% |
0.0 |
Volume |
25,672 |
22,558 |
-3,114 |
-12.1% |
142,499 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,617.7 |
5,565.3 |
5,382.5 |
|
R3 |
5,527.7 |
5,475.3 |
5,357.8 |
|
R2 |
5,437.7 |
5,437.7 |
5,349.5 |
|
R1 |
5,385.3 |
5,385.3 |
5,341.3 |
5,366.5 |
PP |
5,347.7 |
5,347.7 |
5,347.7 |
5,338.3 |
S1 |
5,295.3 |
5,295.3 |
5,324.8 |
5,276.5 |
S2 |
5,257.7 |
5,257.7 |
5,316.5 |
|
S3 |
5,167.7 |
5,205.3 |
5,308.3 |
|
S4 |
5,077.7 |
5,115.3 |
5,283.5 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,887.0 |
5,801.0 |
5,438.1 |
|
R3 |
5,696.0 |
5,610.0 |
5,385.5 |
|
R2 |
5,505.0 |
5,505.0 |
5,368.0 |
|
R1 |
5,419.0 |
5,419.0 |
5,350.5 |
5,462.0 |
PP |
5,314.0 |
5,314.0 |
5,314.0 |
5,335.5 |
S1 |
5,228.0 |
5,228.0 |
5,315.5 |
5,271.0 |
S2 |
5,123.0 |
5,123.0 |
5,298.0 |
|
S3 |
4,932.0 |
5,037.0 |
5,280.5 |
|
S4 |
4,741.0 |
4,846.0 |
5,228.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,400.0 |
5,209.0 |
191.0 |
3.6% |
84.2 |
1.6% |
65% |
True |
False |
28,499 |
10 |
5,422.0 |
5,209.0 |
213.0 |
4.0% |
67.7 |
1.3% |
58% |
False |
False |
25,532 |
20 |
5,556.0 |
5,209.0 |
347.0 |
6.5% |
58.8 |
1.1% |
36% |
False |
False |
24,087 |
40 |
5,559.0 |
5,090.0 |
469.0 |
8.8% |
53.7 |
1.0% |
52% |
False |
False |
24,982 |
60 |
5,559.0 |
5,090.0 |
469.0 |
8.8% |
56.0 |
1.1% |
52% |
False |
False |
29,054 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
47.9 |
0.9% |
42% |
False |
False |
21,966 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
42.0 |
0.8% |
42% |
False |
False |
17,589 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
36.1 |
0.7% |
42% |
False |
False |
14,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,782.5 |
2.618 |
5,635.6 |
1.618 |
5,545.6 |
1.000 |
5,490.0 |
0.618 |
5,455.6 |
HIGH |
5,400.0 |
0.618 |
5,365.6 |
0.500 |
5,355.0 |
0.382 |
5,344.4 |
LOW |
5,310.0 |
0.618 |
5,254.4 |
1.000 |
5,220.0 |
1.618 |
5,164.4 |
2.618 |
5,074.4 |
4.250 |
4,927.5 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
5,355.0 |
5,331.5 |
PP |
5,347.7 |
5,330.0 |
S1 |
5,340.3 |
5,328.5 |
|